Rosneft Oil Company Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2661 | 1.71 | |
| 0.3334 | 0.13 | |
| 0.6666 | 0.26 | |
| -6.0387 | -0.13 | |
| 6.1476 | 0.12 | |
| 0.1235 | 0.03 | |
| -0.1581 | -0.13 | |
| -0.4554 | -0.24 | |
| 0.6121 | 0.09 | |
| -0.0591 | -0.00 | |
| -20.2265 | -0.02 | |
| 49.4889 | 0.02 | |
| -38.7515 | -0.01 |
Estimation Period:
Jan 26, 2010 to Jul 18, 2025
Jan 26, 2010 to Jul 18, 2025
News Impact Curve
Volatility Forecasts
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